Last price paid | 0.45 | |
Change | +15.38% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +152.78% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 214.30 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 11.03 |
Implied volatility | 0.29 |
ISIN | CH1305153590 |
Symbol | SU06MZ |
Security | 130515359 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Schneider El, FR0000121972 |
Underlying ISIN | FR0000121972 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 24.04.2024 |
Premium | 0.25% |
Premium p.a. | 2.85% |
Leverage | 12.96 |
Implied volatility | 28.96% |
Moneyness | in-the-money |
Leverage | 11.0286 |
Delta | 0.8510 |
Gamma | 0.0005 |
Theta | -0.0009 |
Rho | 0.0015 |
Vega | 0.0036 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 238.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |